4 citations · 5 across the 2 of their papers we have counts for
3 papers
cond-mat.other2005★ 4 cited
A General Asymptotic Implied Volatility for Stochastic Volatility Models
Pierre Henry-Labordere
In this paper, we derive a general asymptotic implied volatility at the first-order for any stochastic volatility model using the heat kernel expansion on a Riemann manifold endowe…
hep-th2003★ 1 cited
Symmetries in M-theory: Monsters, Inc
Pierre Henry-Labordere, Bernard Julia, Louis Paulot
We will review the algebras which have been conjectured as symmetries in M-theory. The Borcherds algebras, which are the most general Lie algebras under control, seem natural candi…
hep-th2000
Field theory insight from the AdS/CFT correspondence
D. Z Freedman, P. Henry-Labordere
A survey of ideas, techniques and results from d=5 supergravity for the conformal and mass-perturbed phases of d=4 =4 Super-Yang-Mills theory